Learning in games with continuous action sets and unknown payoff functions - Mertikopoulos, Panayotis; Zhou, Zhengyuan (Mathematical programming, 2019)
Keywords: Algorithms; Calculus of Variations and Optimal Control; Optimization; Combinatorics; Convergence; Distance learning; Equilibrium; Error analysis; Feedback; Full Length Paper; Game theory; Games; Learning; Mathematical and Computational Physics; Mathematical Methods in Physics; Mathematics; Mathematics and Statistics; Mathematics of Computing; Numerical Analysis; Optimization; Theoretical; Variational stability; Continuous games; Dual averaging; Primary 91A26; Fenchel coupling; Secondary 90C33; Nash equilibrium; 90C15; 68Q32